Pages that link to "Item:Q3547876"
From MaRDI portal
The following pages link to Information-theoretic upper and lower bounds for statistical estimation (Q3547876):
Displaying 35 items.
- Using the doubling dimension to analyze the generalization of learning algorithms (Q923877) (← links)
- Gibbs posterior for variable selection in high-dimensional classification and data mining (Q955139) (← links)
- A note on some algorithms for the Gibbs posterior (Q984015) (← links)
- The benefit of group sparsity (Q987996) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- Sparse recovery in convex hulls via entropy penalization (Q1018643) (← links)
- `Purposely misspecified' posterior inference on the volatility of a jump diffusion process (Q1698256) (← links)
- Contextuality of misspecification and data-dependent losses (Q1790359) (← links)
- Adaptive Bayesian density estimation with location-scale mixtures (Q1952098) (← links)
- Gibbs posterior inference on multivariate quantiles (Q2059460) (← links)
- Gibbs posterior convergence and the thermodynamic formalism (Q2117451) (← links)
- Model-free posterior inference on the area under the receiver operating characteristic curve (Q2189107) (← links)
- Robust and rate-optimal Gibbs posterior inference on the boundary of a noisy image (Q2196231) (← links)
- Fano's inequality for random variables (Q2218038) (← links)
- Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
- On general Bayesian inference using loss functions (Q2322651) (← links)
- Fast learning rates in statistical inference through aggregation (Q2388975) (← links)
- Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
- Posterior concentration and fast convergence rates for generalized Bayesian learning (Q2666765) (← links)
- Gibbs posterior concentration rates under sub-exponential type losses (Q2692523) (← links)
- GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK (Q2936835) (← links)
- On the properties of variational approximations of Gibbs posteriors (Q2958606) (← links)
- Predicting Panel Data Binary Choice with the Gibbs Posterior (Q3116948) (← links)
- (Q4558567) (← links)
- RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION (Q4933585) (← links)
- (Q4969253) (← links)
- Minimum description length revisited (Q4997077) (← links)
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors (Q5123191) (← links)
- (Q5159450) (← links)
- Gibbs posterior inference on value-at-risk (Q5228142) (← links)
- Learning with Limited Samples: Meta-Learning and Applications to Communication Systems (Q5886000) (← links)
- A Bayesian approach to (online) transfer learning: theory and algorithms (Q6066772) (← links)
- Minimax rates for conditional density estimation via empirical entropy (Q6117050) (← links)
- Joint production in stochastic non-parametric envelopment of data with firm-specific directions (Q6167380) (← links)
- Adaptive variable selection for sequential prediction in multivariate dynamic models (Q6198360) (← links)